NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Dimitri Vayanos

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

Working Papers and Chapters

February 2014Liquidity Risk and the Dynamics of Arbitrage Capital
with Péter Kondor: w19931
March 2013Bond Market Clienteles, the Yield Curve, and the Optimal Maturity Structure of Government Debt
with Stéphane Guibaud, Yves Nosbusch: w18922
July 2012Market Liquidity — Theory and Empirical Evidence
with Jiang Wang: w18251
March 2010Limits of Arbitrage: The State of the Theory
with Denis Gromb: w15821
November 2009A Preferred-Habitat Model of the Term Structure of Interest Rates
with Jean-Luc Vila: w15487
August 2009Liquidity and Asset Prices: A Unified Framework
with Jiang Wang: w15215
December 2008An Institutional Theory of Momentum and Reversal
with Paul Woolley: w14523
February 2008Bond Supply and Excess Bond Returns
with Robin Greenwood: w13806
November 2006A Search-Based Theory of the On-the-Run Phenomenon
with Pierre-Olivier Weill: w12670
February 2004Flight to Quality, Flight to Liquidity, and the Pricing of Risk
w10327

Contact and additional information for this authorAll papers and publicationsWorking Papers onlyWorking Papers with publication info

 
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